[Luchsen]

Either:
Open the BUCK.CFG with a text editor and change C:\DOOMSDAY\SAVE\ to C:\SAVE\


Or:
Mount your drive C one directory higher, i.e.

>mount c [path to directory DOOMSDAY]

instead of

>mount c [path to directory DOOMSDAY]\DOOMSDAY

then enter

>cd doomsday
>start


[edit]
For option two, if you are drag'n'dropping the START.EXE onto the DOSBox icon, just drag'n'drop the directory in which the directory DOOMSDAY is onto the icon instead, and then enter the commands after then enter.
[/edit]